R/rstiefel-package.R

In rstiefel: Random Orthonormal Matrix Generation and Optimization on the Stiefel Manifold

#' Random Orthonormal Matrix Generation on the Stiefel Manifold #' 
#' Simulation of random orthonormal matrices from linear and quadratic exponential family distributions on the Stiefel manifold. The most general type of distribution covered is the matrix-variate  Bingham-von Mises-Fisher distribution. Most of the simulation methods are presented in Hoff(2009) "Simulation of the Matrix Bingham-von Mises-Fisher Distribution, With Applications to Multivariate and Relational Data" <doi:10.1198/jcgs.2009.07177>. The package also includes functions for optimization on the Stiefel manifold based on algorithms described in Wen and Yin (2013) "A feasible method for optimization with orthogonality constraints" <doi:10.1007/s10107-012-0584-1>.
#' 
#' \tabular{ll}{ Package: \tab rstiefel\cr Type: \tab Package\cr Version: \tab
#' 1.0.1\cr Date: \tab 2021-06-14\cr License: \tab GPL-3\cr }
#' 
#' @name rstiefel-package
#' @aliases rstiefel-package rstiefel
#' @docType package
#' @author Peter Hoff
#' @author Alex Franks
#' 
#' Maintainer: Peter Hoff <peter.hoff@@duke.edu>
#' @references Hoff(2009)
#' @keywords package
#' @examples
#' 
#' Z<-matrix(rnorm(10*5),10,5) ; A<-t(Z)%*%Z 
#' B<-diag(sort(rexp(5),decreasing=TRUE))
#' U<-rbing.Op(A,B)
#' U<-rbing.matrix.gibbs(A,B,U)
#' 
#' U<-rmf.matrix(Z)
#' U<-rmf.matrix.gibbs(Z,U)
#' 
#' @import stats
#' @useDynLib rstiefel, .registration = TRUE 


NULL